Consistency of general bootstrap methods for degenerate U-type and V-type statistics
We provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of U-type and V-type. While it follows from well known results that the original statistic converges in distribution to a weighted sum of centred chi-squared random variables, we use a coupling idea of Dehling and Mikosch to show that the bootstrap counterpart converges to the same distribution. The result is applied to a goodness-of-fit test based on the empirical characteristic function.
Year of publication: |
2009
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Authors: | Leucht, Anne ; Neumann, Michael H. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 8, p. 1622-1633
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Publisher: |
Elsevier |
Subject: | Bootstrap Consistency U-statistics V-statistics |
Saved in:
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